Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IMI (Intermolecular Inc) | NA | 0.84% | 5.91% | -11.74% | NA | NA | NA | … | … |
Data as of 09/20/2019, Common starting date is 11/21/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IMI (Intermolecular Inc) | 11/21/2011 | 09/20/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.69 | 0.84 | 5.91 | -11.74 | NA | NA | NA | … | … | 18.81 | -26.28 | 44.21 | -59.05 | 20.21 | -60.77 | -44.72 | 3.73 | -14.20 |
| Sharpe Ratio | NA | -0.01 | 0.09 | -0.22 | NA | NA | NA | … | … | 0.69 | -0.42 | 0.97 | -0.95 | 0.38 | -0.87 | -1.21 | 0.07 | -1.37 |
| Standard Deviation(%) | NA | 54.18 | 52.90 | 54.28 | NA | NA | NA | … | … | 36.65 | 66.48 | 45.26 | 62.08 | 52.97 | 70.21 | 36.88 | 50.18 | 55.38 |
| Draw Down(%) | NA | 28.00 | 53.85 | 71.73 | NA | NA | NA | … | … | 24.80 | 53.85 | 30.43 | 71.38 | 22.78 | 61.79 | 53.14 | 46.72 | 15.50 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 09/20/2019, Common starting date is 11/21/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMI (Intermolecular Inc) |
-44.72%
Oct 2013 – Oct 2016 |
-35.61%
Dec 2011 – Dec 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMI (Intermolecular Inc) |
0.57%
Aug 2016 – Aug 2019 |
-11.72%
Aug 2014 – Aug 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart